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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Erasmus Research Institute of Management"
~subject:"EU countries"
~subject:"Finanzkrise"
~subject:"US dollar"
~type_genre:"Graue Literatur"
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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2
A range-based multivariate model for exchange rate volatility
Tims, Ben
(
contributor
);
Mahieu, Ronald J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765941
Saved in:
3
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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